Heterogeneity and uncertainty in a multistate framework

DOI10.1007/s10203-020-00306-7zbMath1467.91152OpenAlexW3084540665MaRDI QIDQ2044809

D. Tabakova, Ermanno Pitacco

Publication date: 10 August 2021

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-020-00306-7

zbMATH Keywords

uncertaintyMarkov chainfrailtydeath benefitsdisability benefits

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial mathematics (91G05)

Cites Work

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• Health insurance. Basic actuarial models
• Introduction to insurance mathematics. Technical and financial features of risk transfers
• Heterogeneity in mortality: a survey with an actuarial focus
• Pricing and reserving in LTC insurance
• Stochastic Mortality: The Impact on Target Capital
• Markov Chain Models in Life Insurance
• A discussion of parameter and model uncertainty in insurance

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